+17.4%
ISRG vs BIIB
-19.0%
+36.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.6% |
| 7D | -5.2% | -1.6% | -3.5% | -4.8% |
| 30D | -7.6% | +2.2% | -9.8% | -8.0% |
| 3M | -16.4% | +10.3% | -26.7% | -18.1% |
| 6M | -28.6% | +14.9% | -43.5% | -30.9% |
| YTD | -38.2% | +20.7% | -58.9% | -41.0% |
| 1Y | -25.5% | +50.3% | -75.8% | -32.2% |
| 3Y | +17.4% | -18.0% | +35.4% | +18.7% |
| All | +17.4% | -19.0% | +36.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling